+104.8%
MMM vs PHM
+52.3%
+52.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.7% |
| 30D | -8.0% | -9.7% | +1.6% | -4.7% |
| 3M | +9.4% | +2.2% | +7.1% | +8.0% |
| 6M | +10.2% | -5.7% | +15.9% | +11.8% |
| YTD | +6.1% | +2.8% | +3.3% | +4.1% |
| 1Y | +10.8% | -14.4% | +25.2% | +15.8% |
| 3Y | +104.8% | +52.2% | +52.6% | +61.8% |
| All | +104.8% | +52.3% | +52.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling